+174.8%
EXE vs MTUM
+85.5%
+89.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.7% | +4.1% | -6.8% | -4.4% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +9.5% | -0.6% | +10.1% | +8.5% |
| 6M | -9.3% | +25.3% | -34.7% | -21.0% |
| YTD | -10.9% | +23.8% | -34.7% | -22.3% |
| 1Y | +4.3% | +25.4% | -21.1% | -9.9% |
| 3Y | +18.8% | +117.3% | -98.5% | -28.3% |
| 5Y | +101.4% | +79.7% | +21.7% | +32.1% |
| All | +174.8% | +85.5% | +89.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling